-19.7%
ENPH vs ACI
+25.9%
-45.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.4% | +0.2% | -2.5% | -2.4% |
| 30D | -6.6% | +5.9% | -12.5% | -7.2% |
| 3M | -46.8% | -19.8% | -27.0% | -45.8% |
| 6M | -14.7% | -24.7% | +10.0% | -12.9% |
| YTD | +13.5% | -24.4% | +37.9% | +15.8% |
| 1Y | -0.4% | -31.5% | +31.1% | +2.9% |
| 3Y | -71.7% | -38.7% | -33.1% | -70.4% |
| 5Y | -79.1% | -42.8% | -36.3% | -78.3% |
| All | -19.7% | +25.9% | -45.6% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling